Stockland Corp (Germany) Market Value
| LN1 Stock | 2.78 0.04 1.42% |
| Symbol | Stockland |
Stockland Corp 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Stockland Corp's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Stockland Corp.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Stockland Corp on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Stockland Corp or generate 0.0% return on investment in Stockland Corp over 90 days.
Stockland Corp Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Stockland Corp's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Stockland Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0039 | |||
| Maximum Drawdown | 11.21 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 2.48 |
Stockland Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stockland Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stockland Corp's standard deviation. In reality, there are many statistical measures that can use Stockland Corp historical prices to predict the future Stockland Corp's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | 0.1626 | |||
| Treynor Ratio | (0.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stockland Corp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Stockland Corp Backtested Returns
Stockland Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0384, which indicates the firm had a -0.0384 % return per unit of risk over the last 3 months. Stockland Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stockland Corp's Variance of 3.43, risk adjusted performance of (0.04), and Coefficient Of Variation of (1,691) to confirm the risk estimate we provide. The entity has a beta of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stockland Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stockland Corp is expected to be smaller as well. At this point, Stockland Corp has a negative expected return of -0.0718%. Please make sure to validate Stockland Corp's kurtosis, day typical price, and the relationship between the potential upside and rate of daily change , to decide if Stockland Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
Stockland Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Stockland Corp time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stockland Corp price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Stockland Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stockland Corp lagged returns against current returns
Autocorrelation, which is Stockland Corp stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Stockland Corp's stock expected returns. We can calculate the autocorrelation of Stockland Corp returns to help us make a trade decision. For example, suppose you find that Stockland Corp has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Stockland Corp regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Stockland Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stockland Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stockland Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Stockland Corp Lagged Returns
When evaluating Stockland Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stockland Corp stock have on its future price. Stockland Corp autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Stockland Corp autocorrelation shows the relationship between Stockland Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Stockland Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Stockland Stock Analysis
When running Stockland Corp's price analysis, check to measure Stockland Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stockland Corp is operating at the current time. Most of Stockland Corp's value examination focuses on studying past and present price action to predict the probability of Stockland Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stockland Corp's price. Additionally, you may evaluate how the addition of Stockland Corp to your portfolios can decrease your overall portfolio volatility.